Xtrackers USD Overnight Rate Swap (XFFE.DE): Rolling Returns

Data Source: from August 1953 to June 2024 (~71 years)
Consolidated Returns as of 30 June 2024

Holding the Xtrackers USD Overnight Rate Swap (XFFE.DE) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~71 years), the longest period with a negative return lasted 256 months (from November 2000 to February 2022).

This means that every rolling period of 257 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Xtrackers USD Overnight Rate Swap (XFFE.DE) ETF: Historical Returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

XTRACKERS USD OVERNIGHT RATE SWAP (XFFE.DE) ETF
Previous vs Next Returns - 10 Years annualized
Updated to June 2024

Loading data
Please wait

Loading data
Please wait

The annualized return of the last 10 years has been 3.94% (updated at Jun 30, 2024).

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

XTRACKERS USD OVERNIGHT RATE SWAP (XFFE.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 August 1953 - 30 June 2024 (~71 years)
Inflation Adjusted:

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.79% +60.26%
Sep 1980 - Aug 1981
-26.17%
Mar 1985 - Feb 1986
28.93%
243 out of 840
Euro Inflation Adjusted +0.88% +50.43%
Sep 1980 - Aug 1981
-26.74%
Mar 1985 - Feb 1986
41.55%
349 out of 840
1 Year Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 2 Years (24 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.80% +39.25%
Oct 1980 - Sep 1982
-17.91%
Mar 1985 - Feb 1987
24.40%
202 out of 828
Euro Inflation Adjusted +0.70% +31.43%
Oct 1980 - Sep 1982
-18.00%
Mar 1985 - Feb 1987
41.30%
342 out of 828
2 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 3 Years (36 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.62% +32.94%
Sep 1980 - Aug 1983
-13.18%
Jan 1985 - Dec 1987
18.14%
148 out of 816
Euro Inflation Adjusted +0.75% +26.66%
Sep 1980 - Aug 1983
-13.84%
Jan 2002 - Dec 2004
40.44%
330 out of 816
3 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 4 Years (48 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.62% +31.19%
Oct 1980 - Sep 1984
-8.20%
Dec 2000 - Nov 2004
17.91%
144 out of 804
Euro Inflation Adjusted +1.19% +25.94%
Oct 1980 - Sep 1984
-10.14%
Dec 2000 - Nov 2004
37.56%
302 out of 804
4 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 5 Years (60 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.84% +29.12%
Mar 1980 - Feb 1985
-6.05%
Jun 2001 - May 2006
13.76%
109 out of 792
Euro Inflation Adjusted +1.08% +24.02%
Mar 1980 - Feb 1985
-8.03%
Jun 2001 - May 2006
34.09%
270 out of 792
5 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 6 Years (72 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.80% +25.16%
Oct 1978 - Sep 1984
-6.90%
Apr 2002 - Mar 2008
10.77%
84 out of 780
Euro Inflation Adjusted +1.23% +19.83%
Oct 1978 - Sep 1984
-9.01%
Apr 2002 - Mar 2008
34.36%
268 out of 780
6 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 7 Years (84 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.70% +21.84%
Mar 1978 - Feb 1985
-5.99%
Jul 2001 - Jun 2008
8.59%
66 out of 768
Euro Inflation Adjusted +1.21% +16.95%
Mar 1978 - Feb 1985
-8.16%
Jul 2001 - Jun 2008
35.42%
272 out of 768
7 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 8 Years (96 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.72% +18.11%
Mar 1977 - Feb 1985
-4.11%
Dec 2001 - Nov 2009
8.73%
66 out of 756
Euro Inflation Adjusted +1.18% +13.55%
Mar 1977 - Feb 1985
-6.04%
Dec 2001 - Nov 2009
32.01%
242 out of 756
8 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 9 Years (108 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.78% +16.46%
Mar 1976 - Feb 1985
-3.54%
May 2002 - Apr 2011
6.59%
49 out of 744
Euro Inflation Adjusted +1.37% +11.98%
Mar 1976 - Feb 1985
-5.52%
May 2002 - Apr 2011
31.59%
235 out of 744
9 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 10 Years (120 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.80% +16.83%
Mar 1975 - Feb 1985
-3.36%
Jul 2001 - Jun 2011
8.33%
61 out of 732
Euro Inflation Adjusted +1.37% +12.20%
Mar 1975 - Feb 1985
-5.31%
Jul 2001 - Jun 2011
25.00%
183 out of 732
10 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 11 Years (132 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.89% +15.32%
Oct 1973 - Sep 1984
-2.54%
Feb 2002 - Jan 2013
6.25%
45 out of 720
Euro Inflation Adjusted +1.37% +10.36%
Mar 1974 - Feb 1985
-4.48%
Feb 2002 - Jan 2013
25.56%
184 out of 720
11 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 12 Years (144 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.92% +14.48%
Mar 1973 - Feb 1985
-2.38%
Mar 2002 - Feb 2014
5.79%
41 out of 708
Euro Inflation Adjusted +1.24% +9.64%
Jul 1973 - Jun 1985
-4.24%
Mar 2002 - Feb 2014
25.14%
178 out of 708
12 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 13 Years (156 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.97% +13.10%
Mar 1972 - Feb 1985
-2.17%
Jul 2001 - Jun 2014
4.02%
28 out of 696
Euro Inflation Adjusted +1.15% +8.03%
Mar 1972 - Feb 1985
-4.02%
Jul 2001 - Jun 2014
23.13%
161 out of 696
13 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 14 Years (168 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.08% +11.66%
Mar 1971 - Feb 1985
-1.17%
May 2000 - Apr 2014
4.09%
28 out of 684
Euro Inflation Adjusted +1.40% +6.93%
Jun 1975 - May 1989
-3.14%
May 2000 - Apr 2014
23.54%
161 out of 684
14 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 15 Years (180 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.06% +11.22%
Mar 1970 - Feb 1985
-0.53%
Jun 2001 - May 2016
2.83%
19 out of 672
Euro Inflation Adjusted +1.35% +6.52%
Oct 1978 - Sep 1993
-2.18%
Jun 2001 - May 2016
20.83%
140 out of 672
15 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 16 Years (192 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.15% +11.01%
Mar 1969 - Feb 1985
-1.14%
Feb 2002 - Jan 2018
2.42%
16 out of 660
Euro Inflation Adjusted +1.36% +6.13%
Sep 1973 - Aug 1989
-2.72%
Feb 2002 - Jan 2018
17.58%
116 out of 660
16 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 17 Years (204 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.06% +10.71%
Mar 1968 - Feb 1985
-0.74%
Apr 2001 - Mar 2018
3.24%
21 out of 648
Euro Inflation Adjusted +1.31% +6.03%
Mar 1968 - Feb 1985
-2.39%
Apr 2001 - Mar 2018
16.82%
109 out of 648
17 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 18 Years (216 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.97% +10.44%
Mar 1967 - Feb 1985
-0.34%
Jul 2001 - Jun 2019
2.04%
13 out of 636
Euro Inflation Adjusted +1.10% +5.93%
Mar 1967 - Feb 1985
-1.97%
Jul 2001 - Jun 2019
14.31%
91 out of 636
18 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 19 Years (228 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.02% +10.15%
Mar 1966 - Feb 1985
-0.63%
Feb 2002 - Jan 2021
2.24%
14 out of 624
Euro Inflation Adjusted +1.11% +5.91%
Oct 1978 - Sep 1997
-2.14%
Feb 2002 - Jan 2021
16.35%
102 out of 624
19 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 20 Years (240 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.97% +9.86%
Mar 1965 - Feb 1985
-0.62%
Jun 2001 - May 2021
3.10%
19 out of 612
Euro Inflation Adjusted +1.25% +6.57%
Nov 1980 - Oct 2000
-2.18%
Jun 2001 - May 2021
16.34%
100 out of 612
20 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

To obtain comprehensive information, please consult the Xtrackers USD Overnight Rate Swap (XFFE.DE) ETF: Historical Returns page.